IEEE

Talk: September 9, 2014 : Open loop Nash equilibria in linear-quadratic difference games with constraints

Department of Electrical Engineering, Indian Institute of Science
IEEE Signal Processing Society Bangalore Chapter, IEEE Bangalore Section

invite you to a talk by
Dr. Puduru Viswanadha Reddy
Postdoctoral fellow with GERAD
Group for Research in Decision Analysis,
HEC Montreal, Canada

on

Open loop Nash equilibria in linear-quadratic difference games with constraints

Time & Date: 12:00 noon; Tuesday September 9, 2014
Venue: Multimedia Classroom (PE 217), Department of Electrical Engineering, IISc.

Abstract
We study a class of N-player finite-horizon linear-quadratic difference games with linear constraints. We introduce constrained open-loop information structure and derive necessary conditions for the existence of constrained open-loop Nash equilibria. We show that these conditions lead to a weakly coupled system of parametric two-point boundary value problem and a set of linear complementarity problems. By restricting the co-state variables to be affine in the state variable we show that these necessary conditions can be reformulated as a single large-scale linear-complementarity problem. Then we provide sufficient conditions under which a solution of the linear complementarity problem constitutes a constrained open-loop Nash equilibrium.

Biography of the speaker
Puduru Viswanadha Reddy received his Ph. D in Operations Research from the Center for Economic Research, Tilburg University, The Netherlands, in 2011. Since February 2012, he is affiliated as a post doctoral fellow with GERAD (Group for Research in Decision Analysis), HEC Montreal, Canada. Prior to this he received Master’s degrees from University of Maryland and Indian Institute of Science, and B. Tech. degree from Sri Venkateswara University. His current research interests are in dynamic games and dynamic optimization with applications in engineering, economics, and management science.

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